As far as I know there isn't an undo option. That is why it asks if you really want to do it. You will either have to download them all, which can be simpler than you think if you can connect to a computer. If you can connect the phone to a computer via USB cord you can download the photos (usually a bunch at a time) to the computer itself and then copy them all over to a folder(s) on the phone at once.
Other than that, the only other way might be Data Recovery, however that would be even move work than the above and may not restore all that was removed.
A few of the programs you could try would be... DiskDigger, MobiSaver, Android-Recovery and Tenorshare. They are all data recovery apps/programs. There are many others out there, so check around and see which you would rather try. There is also one called RECUVA, that I have heard is free, which you could try.
One important note though, most of these programs are not free. They may say they are "free" or have "Free Trials" and "Free Downloads". Yet to actually recover your data, and get your files back, you may be have to purchase the program/app. Just so you know.
NOTE: For future reference, I really would suggest backing up your data to a computer or cloud. Often. Better to spend the time doing that, rather than to be out all that stuff if the phone dies, things get deleted/erased or it gets stolen.
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